liuyu/qlib
1
0
Fork 0
mirror of https://github.com/microsoft/qlib.git synced 2026-06-06 14:01:28 +08:00
Code Activity
1,532 Commits 46 Branches 26 Tags
backtest_improve
Commit Graph

137 Commits

Author SHA1 Message Date
Young
052aad7982 simplify signal parameter 2021-10-15 14:48:31 +00:00
Young
4099050935 Merge remote-tracking branch 'origin/main' into nested_decision_exe 2021-09-30 18:41:15 +00:00
wangwenxi-handsome
3760a18a8d Merge nested main (#597) 
* MVP for Indian Stocks in qlib using yahooquery

* cleaned with black

* cleaned with black

* add YahooNormalizeIN and YahooNormalizeIN1d

* cleaned the code

* added 1min for IN and also updated readme

* update comments

* fix comments

* recorder support upload both raw file and directory

* fix comments

* Update README.md

* Fix docs of QlibRecorder

* sort index after loader (#538)

make sure the fetch method is based on a index-sorted pd.DataFrame

* refactor online serving rolling api

* refactor TRA

* format by black

* fix horizon

* fix TRA when use single head

* clean up

* improve pretrain

* update README

* fix tra when logdir is None

* fix tra when logdir is None

* Update strategy.py

* Update README.md

* Update README.md

* Conda Suggestion

* code standard docs

* Update ensemble.py (#560)

* Fix CI  Bug (#575)


Co-authored-by: yuxwang <anduinnn@foxmail.com>

* Update gen.py (#576)

* Fix multi-process loop calls (#574)

* check lexsort in the 'lazy_sort_index' function (#566)

* check lexsort

* check lexsort

* lexsort comment

* lexsort comment

* Delete .DS_Store

* Update README.md

* bug fix & use oracle transport pretrain

* mend

* Add `backend_freq_config` parameter, support multi-freq uri

* Add sample_config to QlibDataLoader, support multi-freq

* add multi-freq example

* get_cls_kwargs renamed get_callable_kwargs

* support multi-freq uri

* Add inst_processors to D.features

* Fix typo

* Fix the index type of the multi-freq example

* Fix duplicate mlflow directories in tests

* Add DataPathManager to QlibConfig && modify inst_processors to supports list only

* Modify the default value in the multi_freq example

* Modify client-server mode and dataset-cache to disable inst_processor

* Add wheel package to github CI

* fix comment

* Update FAQ.rst

* Update README.md

Fix wrong link

* Update the docs of TaskManager (#586)

* Update manage.py

* update yaml

* update run_all_model

* Modify the Feature to be case sensitive (#589)

* update README

* remove verbose

* fix spell bug

* fix typos (#592)

* Update Release Note

* fix portfolio bug

* Add calendar support for resample

* add freq kwargs

* test.yml: Remove redundant code (#595)

* Supporting shared processor (#596)

* Supporting shared processor

* fix readonly reverse bug

* remove pytests dependency

* with fit bug

* fix parameter error

* fix comments

* Fix undefined names in Python code (#599)

* Update pytorch_tabnet.py

$ `flake8 . --count --select=E9,F63,F7,F82 --show-source --statistics`
```
./qlib/qlib/contrib/model/pytorch_tabnet.py:567:38: F821 undefined name 'inp'
            self.independ.append(GLU(inp, out_dim, vbs=vbs))
                                     ^
./qlib/examples/model_rolling/task_manager_rolling.py:75:18: F821 undefined name 'task_train'
        run_task(task_train, self.task_pool, experiment_name=self.experiment_name)
                 ^
2     F821 undefined name 'task_train'
2
```

* Fix undefined names in Python code

* from qlib.model.trainer import task_train

* update seed

* fix some docstring

* add comments

* Fix SimpleDatasetCache

* Update setup.py

updated classifiers

* Update setup.py

change to matplotlib==3.3

* Update python-publish.yml

added python 3.9

* updategrade version number

* Update model list

* fix the type of filter_pipe

* fix comment

* fix record_temp

* update cvxpy version

* Update code_standard.rst (#587)

* Update code_standard.rst

* Update docs/developer/code_standard.rst

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* Add file lock for MLflowExpManager (#619)

* fix torch version

* Share version number (#620)

* Update initialization.rst (#622)

* Update initialization.rst

* Update docs/start/initialization.rst

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* Update docs/start/initialization.rst

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* fix bugs for running previous exmaple

* fix deal amount bug

* update change doc (#623)

* Add files via upload

* Update README.md

* Update README.md

* Update README.md

* Delete change doc.gif

* Add files via upload

* Update README.md

* Delete change doc.gif

* Add files via upload

* Delete change doc.gif

* Add files via upload

* Update README.md

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* update doc

* simplify run all model

* fix run all model bug

* Fix Models (#483)

* fix gat dataset

* fix tft model

* Update tft.py

* Fix tft.py

Co-authored-by: Pengrong Zhu <zhu.pengrong@foxmail.com>

* type and skip empty exp

* fix model yaml config

* fix tft import bug

* skip empty result

* fix model and yaml bug

* fix wrong generate parameter

* Modify multi-freq example (#626)

* modify the example of multi-freq

* add Copyright

* add a comment to average_ops.py

* modify the example of multi-freq

* add comment to multi_freq_handler.py

* add the Ref expression description to multi_freq_handler.py

* add expression description to multi_freq_handler.py

* update images

* fix workflow and update framework

Co-authored-by: Gaurav <2796gaurav@gmail.com>
Co-authored-by: 2796gaurav <17353992+2796gaurav@users.noreply.github.com>
Co-authored-by: bxdd <bxd98@126.com>
Co-authored-by: Young <afe.young@gmail.com>
Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
Co-authored-by: Dong Zhou <Zhou.Dong@microsoft.com>
Co-authored-by: ZhangTP1996 <ztp18@mails.tsinghua.edu.cn>
Co-authored-by: demon143 <59681577+demon143@users.noreply.github.com>
Co-authored-by: Wangwuyi123 <51237097+Wangwuyi123@users.noreply.github.com>
Co-authored-by: yuxwang <anduinnn@foxmail.com>
Co-authored-by: Pengrong Zhu <zhu.pengrong@foxmail.com>
Co-authored-by: Mark Zhao <50850474+markzhao98@users.noreply.github.com>
Co-authored-by: cslwqxx <cslwqxx@users.noreply.github.com>
Co-authored-by: Dong Zhou <evanzd@users.noreply.github.com>
Co-authored-by: SaintMalik <37118134+saintmalik@users.noreply.github.com>
Co-authored-by: Christian Clauss <cclauss@me.com>
Co-authored-by: Anurag Kumar <mailanu98@gmail.com>
Co-authored-by: demon143 <785696300@qq.com>
 2021-10-01 02:15:30 +08:00
you-n-g
b9809a4c33 make the prediction update more friendly (#609) 
* make the prediction update more friendly

* Update test_storage.py

* LabelUpdater

* Update test_storage.py

* Update test_storage.py

* Update test_storage.py

* Update test_storage.py

* Update setup.py

* Update workflow_config_lightgbm_Alpha158.yaml

* Update workflow_config_lightgbm_Alpha158.yaml

* Update workflow_config_lightgbm_Alpha158.yaml

* Update workflow_config_lightgbm_Alpha158.yaml

* Update workflow_config_lightgbm_Alpha158.yaml

* Update setup.py

* Update setup.py

* test CI only

* test CI only

* Update workflow_config_lightgbm_Alpha158.yaml

* Update setup.py

* fix "Segmentation fault" in macos

* Update test.yml

github action no longer supported ubuntu-16.04

* Update api.rst

update doc with new_lable

* Update api.rst

Co-authored-by: Wangwuyi123 <51237097+Wangwuyi123@users.noreply.github.com>
Co-authored-by: Pengrong Zhu <zhu.pengrong@foxmail.com>
 2021-09-30 20:54:44 +08:00
demon143
b6a8bd5b80 update change doc (#623) 
* Add files via upload

* Update README.md

* Update README.md

* Update README.md

* Delete change doc.gif

* Add files via upload

* Update README.md

* Delete change doc.gif

* Add files via upload

* Delete change doc.gif

* Add files via upload

* Update README.md

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2021-09-29 19:42:38 +08:00
demon143
6ee0fe366c Update initialization.rst (#622) 
* Update initialization.rst

* Update docs/start/initialization.rst

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

* Update docs/start/initialization.rst

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2021-09-27 21:44:06 +08:00
demon143
17d472cf01 Update code_standard.rst (#587) 
* Update code_standard.rst

* Update docs/developer/code_standard.rst

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>

Co-authored-by: you-n-g <you-n-g@users.noreply.github.com>
 2021-09-26 15:35:14 +08:00
Pengrong Zhu
867667531d Update FAQ.rst 2021-09-08 18:06:51 +08:00
you-n-g
3e75cead93 code standard docs 2021-08-12 09:19:57 +00:00
panshuaiyin
3810a4cd33 Update data.rst 
use own alpha-factor
 2021-07-22 20:07:04 +08:00
you-n-g
3b8087677c Update online.rst 2021-07-16 12:24:33 +08:00
wangwenxi.handsome
b504cc6ac8 update readme and rst 2021-07-12 21:51:08 +08:00
xiaowuhu
dafef0ac08 Update workflow.rst 
should be China instead of china
 2021-07-06 09:22:11 +08:00
xiaowuhu
1cb43ea69b Update workflow.rst 
remove 空格 before module_path, kwargs, etc, otherwise, yaml parser will report error: ruamel.yaml.scanner.ScannerError: mapping values are not allowed here
 2021-07-06 09:21:14 +08:00
zhupr
0e277723a3 Merge remote-tracking branch 'qlib/main' into qlib_main 
# Conflicts:
#	scripts/data_collector/yahoo/README.md
 2021-06-24 00:09:54 +08:00
zhupr
1418417034 fix automatic update of daily frequency data 2021-06-23 23:59:59 +08:00
Young
21eb71d4a9 update framework for online serving 2021-06-23 02:05:38 +00:00
zhupr
b6c31540e8 add function to automatically update daily frequency data 2021-06-17 23:07:56 +08:00
you-n-g
4ff0c4fb0f Update strategy.rst 2021-05-31 08:52:41 +08:00
al
02e34eb9e9 Add import stock pool (csi300) in documentation 2021-05-30 08:27:21 +08:00
you-n-g
43cad1ec27 Merge pull request #442 from arisliang/patch-3 
Update 1min demo data in CSV format
 2021-05-28 11:22:10 +08:00
you-n-g
ed3c9d9212 Merge pull request #448 from arisliang/patch-4 
Update integration.rst
 2021-05-28 10:46:25 +08:00
al
e409bee9b9 Update report.rst 
typo
 2021-05-28 07:54:45 +08:00
al
7ceec37848 Update integration.rst 
Fix typo
 2021-05-27 22:35:43 +08:00
al
5a382d7e99 Update data.rst 
Update csv format according to feedback
 2021-05-27 12:40:55 +08:00
al
9b431bc503 Update 1min demo data in CSV format 2021-05-26 22:01:15 +08:00
zhupr
5da33562dd remove uri parameter from storage && modify file_storage 2021-05-26 12:33:57 +08:00
you-n-g
d08146c30f Merge pull request #290 from you-n-g/online_srv 
init version of online serving and rolling
 2021-05-17 17:35:29 +08:00
lzh222333
8c3a08b18d Finally! 2021-05-17 07:27:55 +00:00
lzh222333
ebd01e0de5 Online Serving V11 2021-05-14 06:44:16 +00:00
Jactus
bd37f5d953 Fix bug and update doc 2021-05-13 14:21:54 +08:00
Dingsu Wang
81bd2ca8fb Merge branch 'microsoft:main' into stale 2021-05-09 17:59:46 +08:00
Jactus
724f9ba8d2 Update stale bot 2021-05-09 17:52:18 +08:00
lzh222333
9dfd001f6f online serving v10 2021-05-07 09:59:15 +00:00
lzh222333
84c56f13bd docs and bug fixed 2021-05-06 04:18:55 +00:00
lzh222333
1c99fb35da Merge remote-tracking branch 'microsoft/main' into online_srv 2021-05-06 02:24:16 +00:00
you-n-g
5bc2b96346 Update data.rst 2021-05-03 12:34:08 +08:00
lzh222333
eae94d1ee8 Merge remote-tracking branch 'microsoft/qlib/main' into online_srv 2021-03-30 07:16:56 +00:00
lzh222333
9bf819e653 Merge branch 'online_srv' of https://github.com/you-n-g/qlib into online_srv 2021-03-26 04:32:20 +00:00
lzh222333
46cd57688e Online Serving V4 2021-03-26 04:20:25 +00:00
lzh222333
d66d4ec93d Merge branch 'main' into online_srv 2021-03-23 11:20:02 +08:00
bxdd
4b56a4e907 fix doc 2021-03-22 18:45:27 +08:00
bxdd
7370d5af9e add label doc 2021-03-22 18:37:44 +08:00
bxdd
c6b67cb8fe fix doc 2021-03-22 18:37:13 +08:00
lzh222333
8abdd63869 online_serving V3 2021-03-18 09:30:01 +00:00
Young
dad18074ac update image 2021-03-17 08:27:59 +00:00
lzh222333
0bc49dab60 add task management to index.rst 2021-03-15 03:58:05 +00:00
lzh222333
646d899f8d update docstring and document 2021-03-15 03:50:43 +00:00
Hy
373f6e0900 another typo of docs 2021-03-13 15:47:26 +08:00
Hy
abddcfccdf fix typo of docs 2021-03-13 14:32:01 +08:00